The determinants of lapse rates in the Italian life insurance market-Reference-Cited by-同舟云学术

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The determinants of lapse rates in the Italian life insurance market

Published:2020-04-03 Issue:1 Volume:10 Page:149-178
ISSN:2190-9733
Container-title:European Actuarial Journal
language:en
Short-container-title:Eur. Actuar. J.

Author:

Barucci Emilio,Colozza Tommaso,Marazzina Daniele,Rroji Edit

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s13385-020-00227-0.pdf

Reference35 articles.

1. Andersen PK, Gill R (1982) Cox’s regression model for counting processes, a large sample study. Ann Stat 10:1100–1120

2. Bacinello AR (2003) Fair valuation of a guaranteed life insurance participating contract embedding a surrender option. J Risk Insur 70(3):461–487

3. Barber B, Odean T (2001) Boys will be boys: gender, overconfidence and common stock investment. Quart J Econ 116:261–292

4. Bauer D, Gao J, Moenig T, Ulm E, Zhu N (2017) Policyholder exercise behavior in life insurance: the state of affairs. N Am Actuar J 21(4):485–501

5. Belaygorod A, Zardetto A, Liu Y (2014) Bayesian modeling of shock lapse rates provides new evidence for emergency fund hypothesis. N Am Actuar J 18(4):501–514

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4. Understanding Key Drivers of Participant Cash Flows for Individually Managed Stable Value Funds;Risks;2023-08-11

5. Identifying the determinants of lapse rates in life insurance: an automated Lasso approach;European Actuarial Journal;2022-11-10

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